To
make the polenta: In a large sauce pan or stock pot, sauté the leeks
and shallots slowly in 2 Tbsp butter (reserve the other 2 Tbsp butter).
When the leeks are soft and translucent, add the milk, 1 cup of water,
and 1/2 tsp salt, and bring to a boil; while the milk is heating,
combine in a bowl the remaining water and the cornmeal to make a very
loose paste. When the milk boils, whisk in the cornmeal paste. Bring
back to the boil, stirring rapidly to avoid lumps. Turn heat to low,
and allow the polenta to simmer. Stir occasionally. After approximately
10 minutes, start to test the polenta by spooning a small amount onto a
counter or plate. When cool, the polenta should be firm and set. Finish
by stirring in 2 Tbsp butter and 1/2 cup of cheese. Pour into a lightly
buttered mold or cake pan and allow to set. While the polenta is
cooling, preheat the oven to 450°F.

To make the braised
mushrooms: Clean and slice the mushrooms. In a sauté pan over medium
heat, sauté garlic in 2 Tbsp butter. Add mushrooms and continue to cook
until the mushrooms have become soft. Add Madeira and chicken stock,
and cook until reduced to a light syrup; then add thyme and sage and
finish with the remaining 2 Tbsp butter. Season to taste with salt and
pepper.

To serve, cut polenta into 8 equal pieces, place on a
buttered baking dish and top with the remaining 1/4 cup cheese. Bake
for 15 minutes at 450°F. Serve polenta on warm plates, topped with the
wild mushrooms. Garnish with a fresh thyme sprig.